Someone said From Ashes is on the disk, but I'm not 100% on that. I know all the multiplayer content so far and the extended cut ending DLC are on the disk.

And it's possible that the Wii U doesn't 'support' DLC at this point in time, either because Nintendo doesn't have the firmware and eStore framework finished, or they just didn't bother to give third parties the necessary info on how to set it up. It definitely will/does support DLC, as NSMBU is built to support it, but I don't think there's any launch game DLC available so it wouldn't surprise me if there's a problem.